S&P GSCI Corn Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
25.02%
decreased by 0.07%
1 Week
25.09%
increased by 0.00%
1 Month
25.32%
increased by 0.23%
Analysis last updated: Friday, June 5, 2026 at 11:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0165 | 24.32 | |
| 0.1443 | 43.36 | |
| 0.9847 | 1,361.98 | |
| 0.0035 | 1.17 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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